Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.161 %¶

This Week¶

Return: 0.161 %¶

Total portfolio value¶

Return including deposits: 66.414 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.380000 3439.800000 28.600000 0.840000 3411.200000
Hexatronic Group 15 4.200000 1095.000000 27.300000 2.560000 1067.700000
Orrön Energy 170 -1.980000 2065.500000 24.650000 1.210000 2040.850000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax B 4 -0.750000 895.600000 12.400000 1.400000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
BHG Group 109 -4.720000 1428.990000 9.810000 0.690000 1419.180000
Latour B 4 -2.000000 863.200000 9.200000 1.080000 854.000000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Hennes & Mauritz B 6 -0.400000 916.560000 6.600000 0.730000 909.960000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
Platzer Fastigheter Holding B 12 -0.870000 954.000000 4.800000 0.510000 949.200000
ASSA ABLOY B 4 -1.030000 995.200000 4.400000 0.440000 990.800000
SKF B 5 -0.960000 982.000000 4.000000 0.410000 978.000000
Sandvik 4 -1.210000 848.000000 2.400000 0.280000 845.600000
Atrium Ljungberg B 5 -0.550000 903.500000 2.000000 0.220000 901.500000
Biotage 1 -6.970000 146.800000 -0.700000 -0.470000 147.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
Alimak Group 12 -0.360000 1002.000000 -2.400000 -0.240000 1004.400000
EQT 4 -2.170000 866.400000 -4.400000 -0.510000 870.800000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BioGaia B 8 -2.270000 896.800000 -5.600000 -0.620000 902.400000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
OX2 12 -3.720000 900.600000 -6.000000 -0.660000 906.600000
JM 7 -2.180000 940.800000 -7.000000 -0.740000 947.800000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Byggmax Group 33 -2.760000 953.040000 -11.880000 -1.230000 964.920000
Catena 2 -1.350000 791.200000 -12.400000 -1.540000 803.600000
Investor B 3 -1.490000 645.000000 -13.000000 -1.980000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Hoist Finance 36 -1.620000 982.800000 -25.200000 -2.500000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -1.580000 2659.800000 -323.780000 -10.850000 2983.577733
TOTAL 43451.790000 -250.800000 -4.30586% 43702.591732

Updated:¶

'2023-06-19 14:59:32.325945'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶